ECBOT 30 Year Treasury Bond Future June 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 166-07 165-10 -0-29 -0.5% 162-29
High 166-07 167-06 0-31 0.6% 165-10
Low 165-00 165-04 0-04 0.1% 162-17
Close 165-11 167-00 1-21 1.0% 164-12
Range 1-07 2-02 0-27 69.2% 2-25
ATR 1-18 1-19 0-01 2.3% 0-00
Volume 180,773 192,422 11,649 6.4% 1,055,809
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 172-20 171-28 168-04
R3 170-18 169-26 167-18
R2 168-16 168-16 167-12
R1 167-24 167-24 167-06 168-04
PP 166-14 166-14 166-14 166-20
S1 165-22 165-22 166-26 166-02
S2 164-12 164-12 166-20
S3 162-10 163-20 166-14
S4 160-08 161-18 165-28
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 172-13 171-06 165-29
R3 169-20 168-13 165-04
R2 166-27 166-27 164-28
R1 165-20 165-20 164-20 166-08
PP 164-02 164-02 164-02 164-12
S1 162-27 162-27 164-04 163-14
S2 161-09 161-09 163-28
S3 158-16 160-02 163-20
S4 155-23 157-09 162-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167-06 164-01 3-05 1.9% 1-13 0.8% 94% True False 193,313
10 167-06 162-16 4-22 2.8% 1-16 0.9% 96% True False 196,337
20 167-06 160-30 6-08 3.7% 1-17 0.9% 97% True False 207,374
40 169-12 160-30 8-14 5.1% 1-22 1.0% 72% False False 181,581
60 169-12 154-00 15-12 9.2% 1-21 1.0% 85% False False 121,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 175-30
2.618 172-19
1.618 170-17
1.000 169-08
0.618 168-15
HIGH 167-06
0.618 166-13
0.500 166-05
0.382 165-29
LOW 165-04
0.618 163-27
1.000 163-02
1.618 161-25
2.618 159-23
4.250 156-12
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 166-23 166-22
PP 166-14 166-12
S1 166-05 166-02

These figures are updated between 7pm and 10pm EST after a trading day.

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